If I ever started to train in self-defence or unarmed combat, my choice would be krav maga. Basically, what I have read - no-nonsense techniques that are designed to end the fight instantly, adopting the most effective moves from any other martial arts - makes it sound more useful than the others which are too concerned with maintaining a particular "style" to keep their "identity".
Martial arts, as in most of the fighting sports of today, are ritualized versions of once-real combat techniques. They are purposefully limited by "rules" (which don't exist in real-life fights), they have a very limited set of movements (so that you keep within the "rules" and/or your performance can be scored), and especially the Asian ones have more to do with spiritual and mental stuff than is really necessary. A hint: anything with the name "do" (literally: "the way") in it is even intended to be more a ritual than an actual fighting method. However, anything with "jutsu" is closer to the real thing, even if it is still limited in scope. (Example: jujutsu vs. judo).
Sure, if you think you need to build self-control or character, then a formal martial art would perhaps be just what the doctor ordered. But if you want to learn to be able to defend yourself IRL, then a less formal event would be my choice.
